Gaussian Mixture Representation of the Laplace Distribution Revisited: Bibliographical Connections and Extensions

DOI10.1080/00031305.2019.1630000OpenAlexW2954273665MaRDI QIDQ5869308

Krzysztof Podgórski, Tomasz J. Kozubowski

Publication date: 28 September 2022

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00031305.2019.1630000

zbMATH Keywords

stochastic representationasymmetric Laplace distributionscale mixtureBartlett decompositionmultivariate Laplace distributionLaplace Lévy motion

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Matrix variate generalized asymmetric Laplace distributions

Cites Work

• Bartlett Decomposition and Wishart Distribution
• The Distribution of the Determinant of a Complex Wishart Distributed Matrix
• On the Gaussian Mixture Representation of the Laplace Distribution
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